Data Processinglongbridge/skills
longbridge-performance-attribution
Portfolio performance attribution via Longbridge Securities — Brinson industry attribution (allocation / selection / interaction effects), factor alpha/beta decomposition (market β, value, momentum, size), and timing ability (Treynor-Mazuy model). For portfolio review and fund analysis. Requires login with Trade scope. Triggers: "业绩归因", "归因分析", "Brinson归因", "配置效应", "选股效应", "因子归因", "alpha来源", "择时效应", "業績歸因", "歸因分析", "Brinson歸因", "配置效應", "選股效應", "因子歸因", "performance attribution", "Brinson attribution", "allocation effect", "selection effect", "factor attribution", "alpha decomposition", "timing ability", "portfolio attribution", "T-M model", "Jensen alpha".